+50.7%
USHY vs SFM
+303.1%
-252.4%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.5% | +6.5% | +0.2% |
| 7D | 0.0% | -5.8% | +5.8% | +0.2% |
| 30D | 0.0% | -11.4% | +11.3% | +0.4% |
| 3M | +1.2% | -12.2% | +13.3% | +1.5% |
| 6M | +2.6% | -5.2% | +7.8% | +2.6% |
| YTD | +2.4% | -4.5% | +6.9% | +2.3% |
| 1Y | +4.2% | -45.4% | +49.6% | +6.3% |
| 3Y | +28.0% | +91.1% | -63.1% | +23.1% |
| 5Y | +21.8% | +226.8% | -205.0% | +13.7% |
| All | +50.7% | +303.1% | -252.4% | +38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded SFM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling